After you've downloaded and, if necessary, converted the files you want, you
have three ways to move them into iTunes:
1. Choose an Add to Library command from iTunes' File menu.
In the Macintosh version of iTunes, there's only the single Add to Library
command. When you choose this command, the Add to Library dialog box appears
(called Choose Object in iTunes 2). Navigate to the file, folder, or volume you
want to add to iTunes, and click Open. iTunes decides which files it thinks it
can play and adds them to the Library.
iTunes for Windows includes two commands: Add File to Library and Add Folder to Library. When you choose Add File to Library, up pops the Add to Library dialog box; you can navigate to individual music files and add them by clicking the Open button.
When you choose Add Folder to Library, the Browse for Folder window opens, allowing you to browse the directories of My Documents, My Computer, and My Network Places. Select a directory and click OK; iTunes adds all compatible music files it finds in that directory.
2. Drag files, folders, or entire volumes to the iTunes icon in Mac OS X's Dock, Mac OS 9's tear-off Applications menu, or the iTunes icon in either operating system (at which point iTunes launches and adds the dragged files to the Library).
Windows users can drag files, folders, or volumes onto the iTunes shortcut on the Desktop or the iTunes icon in the Start menu (if you've pinned iTunes to this menu).
3. Drag files, folders, or entire volumes into iTunes' main window. This method works for both the Mac and Windows versions of iTunes.
By default, iTunes 2 keeps its songs in the iTunes Music folder within the iTunes folder inside the Documents folder. (In Mac OS 9, the Documents folder is at the root level of your startup drive; in Mac OS X, the Documents folder is inside your user folder.) When you add tunes to the Library via any of these methods, a dialog box will appear, warning you that should you move these files from their current location, iTunes won't be able to locate them later.
In the Mac versions of iTunes 3 and 4, you'll find songs in the iTunes Music folder within the iTunes folder inside the Music folder inside your OS X user folder. So, for example, the path to my iTunes music files would be chris/Music/iTunes/iTunes Music.
Windows users will find their iTunes Music folder by following this path: yourusername/My Music/iTunes/iTunes Music.